Cleeds, et. al. -
I don't know if there is any standby power battery in the described device, but if the unit has been unplugged from the wall, ANDS REMAINS UNPLUGGED, I am not sure where the power is coming from to recharge the capacitors when the power button on the device is pressed. Press and hold for a few seconds may be worthwhile.
This procedure is standard practice to ensure that a computer system's PSU and other components are fully discharged before pulling circuit cards, drives, etc. Also, since the user may not know the polarity of the electrolytics in question, they should watch carefully for ANY change in readings on a test multimeter - either up or down scale - which would indicate that some residual charge remains in that part of the system.
Finally, testing should be done on a DC range similar to the rated voltage indicated on the side of the capacitor being tested. More, and you may not notice any "twitch" of the needle, and less may result in damaging the test instrument or device being tested. Also, given the internal workings of the test device and the voltages involved, there may be only a momentary indication of residual charge, not a steady-state reading.
